0.10Open0.50Pre Close2 Volume96 Open Interest72.50Strike Price24.00Turnover45.24%IV6.46%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.0973Delta0.0552Gamma487.36Leverage Ratio-0.0678Theta0.0007Rho47.41Eff Leverage0.0118Vega